Complex Pricing Analyst recruitment
The team services Fund Accounting departments in Bermuda, Boston, Dublin and Hong Kong and analyzes derivatives across each asset class. The ISR Complex Pricing will be working within a team using approved pricing models and independent vendors to value a large universe of instruments on a regular basis.
Role:
- To support Middle Office and Fund Accounting Teams in derivatives pricing, valuation reverse engineering and investigation of valuation challenges
- Valuation of Credit Default Swaps, Interest Rate Swaps, Total return Swaps, FX Options, Variance Swaps, Commodity Swaps amongst other instruments
- Evaluating the integrity of vendor supplied derivative data relative to market movements
- Testing derivative pricing against a number of data sources
- Research of new Over The Counter product types
Requirements:
- University degree in Mathematics / Statistics / Engineering or related discipline. Quantitative Finance / Financial Engineering backgrounds will be appreciated.
- High degree of analytical agility
- First rate communication / presentation skills
- Ability to work to tight deadlines as part of a team
- High level of computer literacy and familiarity with Microsoft Excel. Programming skills (VBA / C / MATLAB) will be highly appreciated.
- Strong business acumen and the ability to build partnerships with operational associates
- Ability to act independently
August 8, 2012
• Tags: Accounting & Finance careers in the Singapore, Complex Pricing Analyst recruitment • Posted in: Financial